Simulation-Based Econometric Methods (English, Monfort Gourieroux | Christian Gourieroux | Alain Monfort)
by Monfort Gourieroux | Christian Gourieroux | Alain Monfort
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780198774754
ISBN-10
0198774753
Author
Monfort Gourieroux | Christian Gourieroux | Alain Monfort
About the Book
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions. The previous difficulties presented by the presence of integrals of large dimensions in the probability densit…
ISBN: 9780198774754
ISBN-13: 9780198774754
ISBN-10: 0198774753
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Product ID: isbn-9780198774754
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